CME Swiss Franc Future December 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0334 |
0.0038 |
0.4% |
1.0214 |
| High |
1.0346 |
1.0346 |
0.0000 |
0.0% |
1.0353 |
| Low |
1.0294 |
1.0292 |
-0.0002 |
0.0% |
1.0214 |
| Close |
1.0296 |
1.0334 |
0.0038 |
0.4% |
1.0295 |
| Range |
0.0052 |
0.0054 |
0.0002 |
3.8% |
0.0139 |
| ATR |
|
|
|
|
|
| Volume |
2 |
0 |
-2 |
-100.0% |
11 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0464 |
1.0364 |
|
| R3 |
1.0432 |
1.0410 |
1.0349 |
|
| R2 |
1.0378 |
1.0378 |
1.0344 |
|
| R1 |
1.0356 |
1.0356 |
1.0339 |
1.0361 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0327 |
| S1 |
1.0302 |
1.0302 |
1.0329 |
1.0307 |
| S2 |
1.0270 |
1.0270 |
1.0324 |
|
| S3 |
1.0216 |
1.0248 |
1.0319 |
|
| S4 |
1.0162 |
1.0194 |
1.0304 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0639 |
1.0371 |
|
| R3 |
1.0565 |
1.0500 |
1.0333 |
|
| R2 |
1.0426 |
1.0426 |
1.0320 |
|
| R1 |
1.0361 |
1.0361 |
1.0308 |
1.0394 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0304 |
| S1 |
1.0222 |
1.0222 |
1.0282 |
1.0255 |
| S2 |
1.0148 |
1.0148 |
1.0270 |
|
| S3 |
1.0009 |
1.0083 |
1.0257 |
|
| S4 |
0.9870 |
0.9944 |
1.0219 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0576 |
|
2.618 |
1.0487 |
|
1.618 |
1.0433 |
|
1.000 |
1.0400 |
|
0.618 |
1.0379 |
|
HIGH |
1.0346 |
|
0.618 |
1.0325 |
|
0.500 |
1.0319 |
|
0.382 |
1.0313 |
|
LOW |
1.0292 |
|
0.618 |
1.0259 |
|
1.000 |
1.0238 |
|
1.618 |
1.0205 |
|
2.618 |
1.0151 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0326 |
| PP |
1.0324 |
1.0319 |
| S1 |
1.0319 |
1.0311 |
|